The TestExcel.xlsx from MicrosoftExcel can be copied to a working directory in My Documents.and copy the files to a convenient accessible location.
The Excel macro will select the correct one and use it. Technically you only need the DLL that matches your system architecture ( CoolProp_stdcall.dll = 32-bit, CoolProp_圆4.dll = 64-bit), but it can’t hurt to copy both if you don’t know which system architecture version you have. Make sure to add that folder to your path.